S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 927.15 920.82 -6.33 -0.7% 918.13
High 930.01 931.92 1.91 0.2% 922.00
Low 912.86 920.82 7.96 0.9% 888.86
Close 919.32 923.33 4.01 0.4% 918.90
Range 17.15 11.10 -6.05 -35.3% 33.14
ATR 17.30 16.97 -0.34 -1.9% 0.00
Volume
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 958.66 952.09 929.44
R3 947.56 940.99 926.38
R2 936.46 936.46 925.37
R1 929.89 929.89 924.35 933.18
PP 925.36 925.36 925.36 927.00
S1 918.79 918.79 922.31 922.08
S2 914.26 914.26 921.30
S3 903.16 907.69 920.28
S4 892.06 896.59 917.23
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,009.34 997.26 937.13
R3 976.20 964.12 928.01
R2 943.06 943.06 924.98
R1 930.98 930.98 921.94 937.02
PP 909.92 909.92 909.92 912.94
S1 897.84 897.84 915.86 903.88
S2 876.78 876.78 912.82
S3 843.64 864.70 909.79
S4 810.50 831.56 900.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 931.92 896.27 35.65 3.9% 14.84 1.6% 76% True False
10 931.92 888.86 43.06 4.7% 14.89 1.6% 80% True False
20 956.23 888.86 67.37 7.3% 15.69 1.7% 51% False False
40 956.23 878.94 77.29 8.4% 17.65 1.9% 57% False False
60 956.23 814.53 141.70 15.3% 18.25 2.0% 77% False False
80 956.23 679.28 276.95 30.0% 20.25 2.2% 88% False False
100 956.23 666.79 289.44 31.3% 21.24 2.3% 89% False False
120 956.23 666.79 289.44 31.3% 22.24 2.4% 89% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 979.10
2.618 960.98
1.618 949.88
1.000 943.02
0.618 938.78
HIGH 931.92
0.618 927.68
0.500 926.37
0.382 925.06
LOW 920.82
0.618 913.96
1.000 909.72
1.618 902.86
2.618 891.76
4.250 873.65
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 926.37 923.02
PP 925.36 922.70
S1 924.34 922.39

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These figures are updated between 7pm and 10pm EST after a trading day.

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